Online learning algorithms
Implements a few online algorithms in the setting of online learning with expert advice:
- External regret minimization: exponentially-weighted average forecaster
- Internal regret minimization: reduction to external regret minimization from Cesa-Bianchi and Lugosi (chapter 4)
- Online calibration: via internal regret minimization
- Online recalibration: uses online calibration method as a subroutine
./examples folder for details on how to run the algorithms.